You can right click on Visual Studio Code on toolbar (or launcher)
and select Lock to Launcher. this way you can launch the editor by
clicking it on launcher.
If you are using terminal follow the terminal commands

Create a directory for the vs code files and cd to this directory:

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mkdiryour_folder_name&&cdyour_folder_name

Unzip the zip file in your new folder

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unzip../Downloads/VSCode-linux-x64.zip

Run the code editor using following command

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./Code

This video will help you to download and install and use Visual Studio Code on Ubuntu if you still have some doubts